Package: robets
Type: Package
Title: Forecasting Time Series with Robust Exponential Smoothing
Version: 1.1
Date: 2016-11-24
Authors@R: c(person("Ruben","Crevits",role=c("aut","cre"),email = "ruben.crevits@kuleuven.be"))
Author: Ruben Crevits [aut, cre]
Maintainer: Ruben Crevits <ruben.crevits@kuleuven.be>
Description: We provide an outlier robust alternative of the function ets() in the 'forecast' package of Hyndman and Khandakar (2008)<DOI:10.18637/jss.v027.i03>. For each method of a class of exponential smoothing variants we made a robust alternative. The class includes methods with a damped trend and/or seasonal components. The robust method is developed by robustifying every aspect of the original exponential smoothing variant. We provide robust forecasting equations, robust initial values, robust smoothing parameter estimation and a robust information criterion. The method is described in more detail in Crevits and Croux (2016)<DOI:10.13140/RG.2.2.11791.18080>.
License: GPL (>= 2)
Depends: R (>= 3.1.1)
Imports: Rcpp (>= 0.12.2), forecast
LinkingTo: Rcpp
LazyData: true
BugReports: https://github.com/RubenCrevits/robets/issues
URL: http://github.com/RubenCrevits/robets
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2016-11-24 11:46:24 UTC; u0099245
Repository: CRAN
Date/Publication: 2016-11-24 16:39:17
